Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5,708.0 |
5,560.0 |
-148.0 |
-2.6% |
5,618.0 |
High |
5,729.0 |
5,660.0 |
-69.0 |
-1.2% |
5,729.0 |
Low |
5,536.0 |
5,543.5 |
7.5 |
0.1% |
5,536.0 |
Close |
5,570.5 |
5,607.5 |
37.0 |
0.7% |
5,607.5 |
Range |
193.0 |
116.5 |
-76.5 |
-39.6% |
193.0 |
ATR |
119.5 |
119.3 |
-0.2 |
-0.2% |
0.0 |
Volume |
239,533 |
191,262 |
-48,271 |
-20.2% |
970,366 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.2 |
5,896.8 |
5,671.6 |
|
R3 |
5,836.7 |
5,780.3 |
5,639.5 |
|
R2 |
5,720.2 |
5,720.2 |
5,628.9 |
|
R1 |
5,663.8 |
5,663.8 |
5,618.2 |
5,692.0 |
PP |
5,603.7 |
5,603.7 |
5,603.7 |
5,617.8 |
S1 |
5,547.3 |
5,547.3 |
5,596.8 |
5,575.5 |
S2 |
5,487.2 |
5,487.2 |
5,586.1 |
|
S3 |
5,370.7 |
5,430.8 |
5,575.5 |
|
S4 |
5,254.2 |
5,314.3 |
5,543.4 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,203.2 |
6,098.3 |
5,713.7 |
|
R3 |
6,010.2 |
5,905.3 |
5,660.6 |
|
R2 |
5,817.2 |
5,817.2 |
5,642.9 |
|
R1 |
5,712.3 |
5,712.3 |
5,625.2 |
5,668.3 |
PP |
5,624.2 |
5,624.2 |
5,624.2 |
5,602.1 |
S1 |
5,519.3 |
5,519.3 |
5,589.8 |
5,475.3 |
S2 |
5,431.2 |
5,431.2 |
5,572.1 |
|
S3 |
5,238.2 |
5,326.3 |
5,554.4 |
|
S4 |
5,045.2 |
5,133.3 |
5,501.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,729.0 |
5,536.0 |
193.0 |
3.4% |
126.6 |
2.3% |
37% |
False |
False |
194,073 |
10 |
6,033.0 |
5,536.0 |
497.0 |
8.9% |
150.2 |
2.7% |
14% |
False |
False |
198,397 |
20 |
6,100.5 |
5,536.0 |
564.5 |
10.1% |
112.7 |
2.0% |
13% |
False |
False |
154,438 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.4% |
102.6 |
1.8% |
15% |
False |
False |
92,938 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
101.1 |
1.8% |
37% |
False |
False |
62,242 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
101.0 |
1.8% |
37% |
False |
False |
46,854 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
98.8 |
1.8% |
37% |
False |
False |
37,906 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.6% |
99.1 |
1.8% |
47% |
False |
False |
31,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,155.1 |
2.618 |
5,965.0 |
1.618 |
5,848.5 |
1.000 |
5,776.5 |
0.618 |
5,732.0 |
HIGH |
5,660.0 |
0.618 |
5,615.5 |
0.500 |
5,601.8 |
0.382 |
5,588.0 |
LOW |
5,543.5 |
0.618 |
5,471.5 |
1.000 |
5,427.0 |
1.618 |
5,355.0 |
2.618 |
5,238.5 |
4.250 |
5,048.4 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,605.6 |
5,632.5 |
PP |
5,603.7 |
5,624.2 |
S1 |
5,601.8 |
5,615.8 |
|